CME Japanese Yen Future March 2013

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	1.2547	1.2651	0.0104	0.8%	1.2597
High	1.2547	1.2651	0.0104	0.8%	1.2713
Low	1.2547	1.2651	0.0104	0.8%	1.2522
Close	1.2547	1.2651	0.0104	0.8%	1.2713
Range
ATR
Volume	1	1	0	0.0%	14

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2651	1.2651	1.2651
R3	1.2651	1.2651	1.2651
R2	1.2651	1.2651	1.2651
R1	1.2651	1.2651	1.2651	1.2651
PP	1.2651	1.2651	1.2651	1.2651
S1	1.2651	1.2651	1.2651	1.2651
S2	1.2651	1.2651	1.2651
S3	1.2651	1.2651	1.2651
S4	1.2651	1.2651	1.2651

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3222	1.3159	1.2818
R3	1.3031	1.2968	1.2766
R2	1.2840	1.2840	1.2748
R1	1.2777	1.2777	1.2731	1.2809
PP	1.2649	1.2649	1.2649	1.2665
S1	1.2586	1.2586	1.2695	1.2618
S2	1.2458	1.2458	1.2678
S3	1.2267	1.2395	1.2660
S4	1.2076	1.2204	1.2608

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2713	1.2547	0.0166	1.3%	0.0000	0.0%	63%	False	False	1
10	1.2713	1.2522	0.0191	1.5%	0.0006	0.0%	68%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.2651
2.618	1.2651
1.618	1.2651
1.000	1.2651
0.618	1.2651
HIGH	1.2651
0.618	1.2651
0.500	1.2651
0.382	1.2651
LOW	1.2651
0.618	1.2651
1.000	1.2651
1.618	1.2651
2.618	1.2651
4.250	1.2651

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	1.2651	1.2637
PP	1.2651	1.2622
S1	1.2651	1.2608

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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